A forecasting method of future stock price based on FP-growth algorithm

A forecasting method and stock price technology, applied in computing, instruments, electrical digital data processing, etc., can solve problems such as unexplainability, effective explanation, and inability to achieve stock price movement, and achieve the effect of fast calculation speed

Inactive Publication Date: 2019-03-12
安徽磐众信息科技有限公司
View PDF0 Cites 0 Cited by
  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

[0004] In the current traditional stock price prediction methods, the commonly used stock price prediction methods are mainly based on regression and classification algorithms, which involve a large number of nonlinear operations and fitting processes. In the actual application process, there may be good results. However, its disadvantage is that it is not interpretable. It is a black box model, so it cannot effectively explain the stock price movement, and the model is greatly disturbed by infrequent items.

Method used

the structure of the environmentally friendly knitted fabric provided by the present invention; figure 2 Flow chart of the yarn wrapping machine for environmentally friendly knitted fabrics and storage devices; image 3 Is the parameter map of the yarn covering machine
View more

Image

Smart Image Click on the blue labels to locate them in the text.
Viewing Examples
Smart Image
  • A forecasting method of future stock price based on FP-growth algorithm

Examples

Experimental program
Comparison scheme
Effect test

Embodiment Construction

[0022] The following will clearly and completely describe the technical solutions in the embodiments of the present invention with reference to the accompanying drawings in the embodiments of the present invention. Obviously, the described embodiments are only some, not all, embodiments of the present invention. All other embodiments obtained by persons of ordinary skill in the art based on the embodiments of the present invention belong to the protection scope of the present invention.

[0023] According to an embodiment of the present invention, a method for predicting future stock prices based on an FP-growth algorithm is provided.

[0024] Such as figure 1 As shown, the future stock price prediction method based on the FP-growth algorithm according to the embodiment of the present invention comprises the following steps:

[0025] S101. Extracting the characteristic factors of a single stock: by collecting the price-earnings ratio and profit fundamental factors, as well as...

the structure of the environmentally friendly knitted fabric provided by the present invention; figure 2 Flow chart of the yarn wrapping machine for environmentally friendly knitted fabrics and storage devices; image 3 Is the parameter map of the yarn covering machine
Login to view more

PUM

No PUM Login to view more

Abstract

The invention discloses a method based on FP-Growth algorithm for future stock price forecasting, includes such steps as S101, extracting characteristic factors of single stock: pre-collecting price-earnings ratio, profit fundamental factor, average line and volatility technical factor, converting numerical data into classified data, and determining characteristic factors of single stock as basiccharacteristics of stock price. S103, determining a single target factor: extracting a characteristic factor time point of a single stock in the step S101 in advance, and processing data of a component category with stock price characteristic numerical data three months after the time point to determine a single target factor; S105, determining a single template: combining the characteristic factors of the individual stocks in step S101 and the target factors in step S103, and determining a single sample. The invention has the characteristics of intuitionistic and explainable, and the operatiom speed of the FP-growth algorithm is quite fast; and compared with the common regression and classification algorithm, the FP-growth algorithm has more efficient advantages.

Description

technical field [0001] The present invention relates to the technical field of stock price prediction, in particular to a future stock price prediction method based on FP-growth algorithm. Background technique [0002] As a kind of securities, stock contains economic benefits and can be circulated and transferred through listing. At the same time, when a joint stock limited company raises capital, it can reflect the holder's ownership of some of the company's assets by issuing shares to each shareholder. . The emergence of the trading market can be traced back to the 1960s, and the United States is the earliest place where the modern trading market appeared. The openness of the world's economic and financial markets has increased rapidly since China's accession to the WTO. At the same time, the international market has provided more and more opportunities and space for Chinese companies to list abroad. Therefore, the role of China's securities market in my country's economi...

Claims

the structure of the environmentally friendly knitted fabric provided by the present invention; figure 2 Flow chart of the yarn wrapping machine for environmentally friendly knitted fabrics and storage devices; image 3 Is the parameter map of the yarn covering machine
Login to view more

Application Information

Patent Timeline
no application Login to view more
Patent Type & Authority Applications(China)
IPC IPC(8): G06Q40/04G06F16/2458
CPCG06Q40/04G06F2216/03
Inventor 江寅朱传瑞
Owner 安徽磐众信息科技有限公司
Who we serve
  • R&D Engineer
  • R&D Manager
  • IP Professional
Why Eureka
  • Industry Leading Data Capabilities
  • Powerful AI technology
  • Patent DNA Extraction
Social media
Try Eureka
PatSnap group products